Hey, I just posted this question yesterday, and got no response, so I had to figure it out myself. I did this, however, so I can maybe help others out here.
What you have to do is figure out what info the synth needs to change banks. In most synths, cc0 is the MSB and cc32 is the LSB in a bank change command. (if you're already lost, email me off list and I'll sort you out) For instance, on my Proteus 2000, the User Bank's MSB is 0 and the LSB's are the bank #'s, 0-3, so User Bank 0 is MSB=0,LSB=0, User Bank 1 is MSB=0,LSB=1, etc. The Composer Banks 0-7 are: Composer Bank 0 is MSB=4,LSB=0, Composer Bank 1 is MSB=4,LSB=1, etc.
OK, so after you've figured out that, here's how to tell Nuendo:
Set up a MIDI track with all the pertinent info like in and out MIDI channels, but set the Bank parameter to Off, and then change the Off value to a number equal to MSB*128+LSB. This is the bank change command formula. So, for instance, on my P2K, for the Composer Bank 5, I would put in 517, because 4*128+5=517, where 4 = the Composer bank's MSB (cc0), *128, and + 5, which is the LSB (cc32) designating Bank 5.
Good luck!
Mark